Anic Equity¶

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Total return since start: 0.691 %¶

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Equity now: -----------------------------> 51646.9 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48447.84 Kr¶

PnL: ---------------------------------------> -639.73 Kr¶

DD now: ---------------------------------> -0.573 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 16:33:35.236505'

Anic Portfolio¶

Today¶

Return: 0.015 %¶

This Week¶

Return: 8.668 %¶

Total¶

Return: 69.079 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HMS Networks 2 4.370000 812.400000 139.400000 20.710000 673.000000
FM Mattsson Mora Group B 54 -3.630000 3299.400000 119.400000 3.750000 3180.000006
Nordea Bank Abp 29 1.050000 3568.740000 114.740000 3.320000 3453.999992
Fasadgruppen Group 38 1.640000 4233.200000 92.200000 2.230000 4140.999992
HEBA B 70 1.570000 2716.000000 80.000000 3.030000 2636.000010
SAAB B 8 1.030000 3452.000000 75.000000 2.220000 3377.000000
Swedbank A 3 3.340000 621.300000 57.300000 10.160000 564.000000
Resurs Holding 22 1.300000 619.300000 45.300000 7.890000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
Samhällsbyggnadsbo. i Norden B 20 3.420000 392.900000 37.900000 10.680000 355.000000
AcadeMedia 12 -0.410000 588.960000 31.960000 5.740000 557.000004
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.340000 552.000000 25.000000 4.740000 527.000000
OEM International B 7 1.290000 549.500000 21.500000 4.070000 527.999997
Sampo Oyj SDB 7 1.100000 3864.000000 14.000000 0.360000 3850.000000
Securitas B 6 1.950000 583.200000 13.200000 2.320000 570.000000
Eastnine 4 0.480000 503.200000 12.200000 2.480000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 1.350000 541.200000 9.200000 1.730000 532.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Corem Property Group B 59 2.930000 580.270000 3.270000 0.570000 576.999999
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.290000 247.920000 1.920000 0.780000 246.000000
Handelsbanken A 5 0.510000 547.000000 1.000000 0.180000 546.000000
Boozt 12 1.470000 1654.800000 0.800000 0.050000 1653.999996
Midsona B 63 0.220000 576.450000 -6.550000 -1.120000 582.999984
CTEK 13 1.330000 506.480000 -27.520000 -5.150000 533.999999
International Petroleum Corp. 5 -0.980000 557.000000 -37.570000 -6.320000 594.565215
Essity B 2 -1.870000 535.200000 -38.800000 -6.760000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.650000 1074.000000 -75.000000 -6.530000 1149.000000
Beijer Electronics Group 27 -1.080000 2970.000000 -114.000000 -3.700000 3083.999994
OX2 22 4.290000 1845.800000 -143.200000 -7.200000 1989.000002
Axfood 15 -4.460000 3853.500000 -446.500000 -10.380000 4300.000005
Ovzon 64 -2.450000 3315.200000 -680.800000 -17.040000 3996.000000
TOTAL 48447.840000 -639.730000 -0.57269% 49087.564636

Updated:¶

'2023-02-01 16:33:48.181673'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶